Job Details
ALM Market Risk _Kolkata
Kolkata HQ
1
JOB DESCRIPTION
Name of the Department Risk Management (Function-Market Risk)
Role Team Member-Market Risk
Designation Sr. / AVP
Location 1000-Head Office (BN-5)
Reporting To Team Leader (ALM Risk)
Duties and Responsibilities:
1. Computation / Validation / Monitoring of Liquidity Coverage Ratio (LCR), Structural
Liquidity Statement (SLS), Interest Rate Sensitivity Statement (IRS), Net Stable funding
Ratio (NSFR), Marginal Cost lending rate (MCLR)
2. Filling of regulatory returns related to LCR, SLS, IRS, NSFR, MCLR, Risk Based
supervision reports to the RBI
3. Monitoring of funding concentration / Credit deposit ratio
4. Monitoring and reporting of Liquidity risk
5. Monitoring and reporting of Interest rate risk in the Banking Book
6. Monitoring and reporting of risk parameters enumerated in the Bank’s Risk appetite
framework.
7. Analysing market trends related to Interest rate, liquidity, regulatory guidelines
8. Behavioural analysis of the CASA, term deposits, Loans etc
9. Set up strong processes / written down SOPs for identifying, measuring, monitoring
and controlling risk elements.
10. Preparing MIS reports and analysis notes for reporting to the Top Management of
the Bank, Asset Liability Management Committee. Risk Management Committee of
the Board with suggestion on risk mitigants for the emerging risks.
11. Conducting stress test for Liquidity Risk, Interest rate risk.
12. Reviewing of Bank Policy with respect to Asset Liability Management, Interest Rate on
Deposits, Interest rate on Advances.
13. Other stake holder coordination and management like internal audit, statutory audit,
RBI audit, Disclosure on bank’s website etc
Experience / Skillset / Certifications Required:
Educational Qualification2
Mandatory: Graduate. Should have good knowledge of MS office specially Excel.
Should have strong analytical skills. In depth understanding of the Bank portfolio.
Relevant Job Experience- 5-9 years of experience in relevant field
Skills and Competencies- Certification in Risk related qualification / FRM. Knowledge
of tools like Python /SQL/ R etc
Recommended By:
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